XDEM: Xtrackers MSCI World Momentum UCITS ETF 1C returns, drawdowns and risk
Funds that select stocks by a single characteristic: low volatility, quality, momentum, value or durable competitive advantages.
Data updated October 2026
XDEM · Xetra · EURCategory: Factor ETFs (min vol, quality, momentum, value)Data from September 2014
From September 2014 to October 2026 XDEM returned 11.4% a year on average with dividends reinvested, in euros: €10,000 invested at the start grew to €37,094.
Its deepest fall was 30.9%, from February 2020 to March 2020, and it took about 6 months to get back to the previous high. Annual volatility was 31.7%; at the last close it was 7.4% below its high.
Against VWCE (Vanguard FTSE All-World UCITS ETF (Acc)), over the 87 months both have data, the correlation of monthly returns was 0.83: they usually moved together. Beta was 0.97. In months when VWCE rose, XDEM moved 105% as much on average; in months when VWCE fell, 100% as much.
Key figures
- Annual return (CAGR)
- +11.4%
- 1-year return
- +24.9%
- 5 years, a year
- +11.8%
- 10 years, a year
- +14.9%
- Annual volatility
- 31.7%
- Maximum drawdown
- −30.9%
- Sharpe ratio
- 0.49
- Worst year
- 2022: −13.6%
Trailing returns
| Period | XDEM | VWCE |
|---|---|---|
| 1 year | +24.9% | +22.0% |
| 3 years, a year | +24.1% | +19.5% |
| 5 years, a year | +11.8% | +11.5% |
| 10 years, a year | +14.9% | — |
To the last close of October 2026. Periods longer than a year are annualised.
Growth of €10,000: XDEM vs VWCE
Month-end values from August 2019, the first month both funds have data.
XDEM drawdowns
Percentage below the previous high, weekly.
Returns by calendar year
| Year | XDEM | VWCE |
|---|---|---|
| 2026(partial) | +20.9% | +17.5% |
| 2025 | +8.1% | +9.2% |
| 2024 | +38.2% | +24.4% |
| 2023 | +8.2% | +18.2% |
| 2022 | −13.7% | −13.5% |
| 2021 | +24.7% | +28.6% |
| 2020 | +16.5% | +5.4% |
| 2019 | +31.6% | +7.6% |
| 2018 | +0.8% | — |
| 2017 | +16.1% | — |
| 2016 | +8.9% | — |
| 2015 | +12.4% | — |
| 2014(partial) | −19.8% | — |
How the figures are calculated
Total return in the fund’s trading currency, from end-of-day prices with dividends reinvested on the ex-date. The fund’s own ongoing charges are already reflected in its price; trading costs, taxes and currency conversion are not included. Past returns do not predict future returns.
Sharpe ratio uses the return of short-term government bills in the same currency as the risk-free rate. The growth chart uses month-end values; drawdowns and volatility use daily closes.
Questions
What is the average annual return of XDEM?
From September 2014 to October 2026 XDEM returned 11.4% a year on average (CAGR) with dividends reinvested, in EUR. Over the last 5 years: +11.8% a year. Over the last 12 months: +24.9%.
What was the worst drawdown of XDEM?
30.9%, from February 2020 to March 2020; it took about 6 months from the previous high to get back to it.
How volatile is XDEM?
Annual volatility was 31.7% over the period. Its worst month was −15.5% and 62% of months were positive. Worst calendar year: 2022 (−13.6%).
How closely does XDEM follow VWCE?
Over 87 months the correlation of monthly returns was 0.83, so they usually moved together, with a beta of 0.97.
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Other Factor ETFs (min vol, quality, momentum, value)
- All Factor ETFs (min vol, quality, momentum, value)Returns and risk side by side
- USMV — iShares MSCI USA Min Vol Factor ETFCAGR +9.8%
- QUAL — iShares MSCI USA Quality Factor ETFCAGR +12.4%
- MTUM — iShares MSCI USA Momentum Factor ETFCAGR +15.2%
- SPLV — Invesco S&P 500 Low Volatility ETFCAGR +8.3%
- VLUE — iShares MSCI USA Value Factor ETFCAGR +19.4%
- MOAT — VanEck Morningstar Wide Moat ETFCAGR +13.7%
- XDEV — Xtrackers MSCI World Value UCITS ETF 1CCAGR +9.1%
- XDEQ — Xtrackers MSCI World Quality UCITS ETF 1CCAGR +9.8%
- IWVL — iShares Edge MSCI World Value Factor UCITS ETFCAGR +10.1%
Source: MarketStack end-of-day prices, total return with dividends reinvested. Figures are historical and descriptive; they are not forecasts and not investment advice. MEDGE Capital does not recommend buying or selling any instrument. Risk disclaimer.